4. When the System Settings screen appears, click ▼ label of When I press the power button, and choose Shut down.

You can start with battery drive to set connect power.
The Power button behavior can be set to either Do nothing, Sleep, Hibernate or Shut down
*According to different templates being used, options displayed may also be different.
If a notebook computer is used, When I close the lid to set action after closing the lid can be set.